Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
9,411.0 |
9,435.5 |
24.5 |
0.3% |
9,091.0 |
High |
9,509.5 |
9,490.5 |
-19.0 |
-0.2% |
9,398.0 |
Low |
9,378.5 |
9,415.5 |
37.0 |
0.4% |
9,075.5 |
Close |
9,459.0 |
9,471.0 |
12.0 |
0.1% |
9,382.0 |
Range |
131.0 |
75.0 |
-56.0 |
-42.7% |
322.5 |
ATR |
166.2 |
159.7 |
-6.5 |
-3.9% |
0.0 |
Volume |
104,238 |
99,539 |
-4,699 |
-4.5% |
412,742 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,684.0 |
9,652.5 |
9,512.3 |
|
R3 |
9,609.0 |
9,577.5 |
9,491.6 |
|
R2 |
9,534.0 |
9,534.0 |
9,484.8 |
|
R1 |
9,502.5 |
9,502.5 |
9,477.9 |
9,518.3 |
PP |
9,459.0 |
9,459.0 |
9,459.0 |
9,466.9 |
S1 |
9,427.5 |
9,427.5 |
9,464.1 |
9,443.3 |
S2 |
9,384.0 |
9,384.0 |
9,457.3 |
|
S3 |
9,309.0 |
9,352.5 |
9,450.4 |
|
S4 |
9,234.0 |
9,277.5 |
9,429.8 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,252.7 |
10,139.8 |
9,559.4 |
|
R3 |
9,930.2 |
9,817.3 |
9,470.7 |
|
R2 |
9,607.7 |
9,607.7 |
9,441.1 |
|
R1 |
9,494.8 |
9,494.8 |
9,411.6 |
9,551.3 |
PP |
9,285.2 |
9,285.2 |
9,285.2 |
9,313.4 |
S1 |
9,172.3 |
9,172.3 |
9,352.4 |
9,228.8 |
S2 |
8,962.7 |
8,962.7 |
9,322.9 |
|
S3 |
8,640.2 |
8,849.8 |
9,293.3 |
|
S4 |
8,317.7 |
8,527.3 |
9,204.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,509.5 |
9,173.0 |
336.5 |
3.6% |
129.7 |
1.4% |
89% |
False |
False |
102,936 |
10 |
9,509.5 |
8,934.5 |
575.0 |
6.1% |
163.9 |
1.7% |
93% |
False |
False |
80,653 |
20 |
9,714.0 |
8,934.5 |
779.5 |
8.2% |
153.3 |
1.6% |
69% |
False |
False |
42,160 |
40 |
9,755.5 |
8,934.5 |
821.0 |
8.7% |
136.2 |
1.4% |
65% |
False |
False |
21,174 |
60 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
132.9 |
1.4% |
61% |
False |
False |
14,164 |
80 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
119.3 |
1.3% |
61% |
False |
False |
10,645 |
100 |
9,819.0 |
8,934.5 |
884.5 |
9.3% |
105.9 |
1.1% |
61% |
False |
False |
8,531 |
120 |
9,819.0 |
8,521.5 |
1,297.5 |
13.7% |
96.7 |
1.0% |
73% |
False |
False |
7,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,809.3 |
2.618 |
9,686.9 |
1.618 |
9,611.9 |
1.000 |
9,565.5 |
0.618 |
9,536.9 |
HIGH |
9,490.5 |
0.618 |
9,461.9 |
0.500 |
9,453.0 |
0.382 |
9,444.2 |
LOW |
9,415.5 |
0.618 |
9,369.2 |
1.000 |
9,340.5 |
1.618 |
9,294.2 |
2.618 |
9,219.2 |
4.250 |
9,096.8 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
9,465.0 |
9,431.8 |
PP |
9,459.0 |
9,392.7 |
S1 |
9,453.0 |
9,353.5 |
|